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2018 Pillar 3 Disclosures
Credit risk
4.1 Credit risk exposure
30
4.2 Geographical and counterparty distribution of exposures
31
4.3 Residual maturity of the exposures
32
4.4 Counterparty credit risk
33
4.4.1 Credit derivatives 33 4.4.2 Impact in collateral in the case of a reduction in the bank’s credit rating 33 4.5 Concentration risk 34 4.6 Impaired exposures 35 4.7 Changes during the 2018 financial year in losses credit risk impairment and provisions for risks and contingent commitments for credit risk 36 4.8 Credit rating agencies used 37 4.8.1 General description of the process of assignment of public security issue credit ratings to comparable assets 37 4.8.2 Risk-weighted exposure determined by the risk assessment of external rating agencies. 37 4.9 Securitisation transactions 39 4.10 Credit-risk mitigation techniques 40 4.11 Encumbered assets 42